+1,112.1%
PSX vs STRL
+5,360.0%
-4,247.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.7% |
| 7D | +4.5% | +3.4% | +1.1% | +4.0% |
| 30D | +26.6% | -9.2% | +35.8% | +28.1% |
| 3M | +39.3% | -51.0% | +90.3% | +52.2% |
| 6M | +56.8% | +15.8% | +41.0% | +44.6% |
| YTD | +101.8% | +58.9% | +43.0% | +75.4% |
| 1Y | +99.6% | +68.5% | +31.1% | +69.0% |
| 3Y | +140.3% | +485.2% | -344.9% | +52.2% |
| 5Y | +339.3% | +2,005.1% | -1,665.8% | +109.5% |
| 10Y | +369.9% | +7,118.0% | -6,748.1% | +79.0% |
| All | +1,112.1% | +5,360.0% | -4,247.9% | +380.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling